That's an oversimplification. If your bullpen needs more rest to be more effective, going deep into your bullpen when your team is already trailing by four on the road might be counterproductive. When a team is losing, sometimes it's more important for a pitcher to give up innings than to burn more bullpen innings. Last season, as strong as the bullpen seemed to be, the Sox were close to the top in the majors in leads given up by relievers after the fifth inning. Part of that was the number of close games they played. Part of that was probably overwork of some of the relievers.

Major league baseball managers are more than head coaches, and baseball is unique among major sports in that pitching is such an important factor in whether you win or lose, and it is the most difficult part of the game to manage. Mangers have to manage their team through a season. They have to make decisions that affect their ability to compete in future games. It isn't a matter of managing every game to win. It's a matter of putting your team in a position to win as many games as you can.

That is why a manager betting on his team to win a game is a severe violation of the team's trust. If he is betting on a game, he could have financial incentive to make decisions he wouldn't otherwise make because they weaken his team. If he isn't betting on a specific game, he might not make moves that could give his team a better chance of winning in favor of having a better chance of winning.

Peavy giving up four runs lost the game. Taking Peavy out after the second bases-loaded walk, as he might have done in a must-win situation, wouldn't have changed the outcome of the game, but it would have burned more bullpen innings.

But it is that simple. When you're late in a game with a lead you make darn sure you win THAT game; particularly when it's a close game, you don't leave bullets in the chamber worrying about tomorrow.
Thornton was well-rested. He should have been brought in the game on Saturday in the 7th. He wasn't. Why? Likely to save him for a later inning. Or to rest the pen. We were in a perfect position to win that game, needed a key out, and Ventura is worried about an inning we may never get to (and didn't). Not only that, he brought in a guy fresh out of AAA in a high leverage situation.

He then compounded that serious error by keeping Veal in the game to give up several more runs.
And saving the pen gains you what exactly? One day, one game. Exactly what we gave away trying to rest the pen.